+249.6%
HL vs FLEX
+281.5%
-31.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.7% |
| 7D | -11.1% | +7.5% | -18.6% | -13.1% |
| 30D | -12.1% | -25.3% | +13.2% | -5.3% |
| 3M | -26.1% | -39.7% | +13.6% | -15.2% |
| 6M | -37.7% | -47.9% | +10.1% | -26.3% |
| YTD | -31.7% | +24.1% | -55.8% | -41.0% |
| 1Y | -11.6% | +26.0% | -37.6% | -24.7% |
| 3Y | +249.6% | +282.7% | -33.0% | +86.0% |
| All | +249.6% | +281.5% | -31.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling